Goto Menu.

MTI Performance
MTI performance based on switching Rydex RYVYX/RYVNX
Return Statistics
Highest 12 month return0.00%
Lowest 12 month return0.00%
Average Annual return503.36%
Average Monthly Return18.91%
Highest Monthly Return56.73%
Lowest Monthly Return0.00%
Average Gain56.73%
Average Loss0.00%
Cumulative Return56.73%
Compound Monthly return16.16%
Longest Losing Streak
Maximum Drawdown0.00%
Quantitative Statistics
Sharpe Ratio (Rolling 12)2.00 
Sharpe Ratio (Annualized)2.00 
Std. Dev (Rolling 12)32.75 
Std. Dev (Monthly)32.75 
Beta-0.50 
Alpha45.09 
Year1st Qtr2nd Qtr3rd Qtr4th QtrYTD
2010-56.7%0.0%-56.7%